How to render blender hair and skin on the same mesh?
You can assign several materials to a mesh.

To do that :


Go to edit mode (use face select mode Ctrl+Tab then 'face' as materials are applied to faces, but you are already in this mode here)
Select your hair surface using the group you have already created for the particles
Invert your selection Ctrl+I : the non hair part is now selected
Create a new material using the 'plus' sign in the material panel
Then click on 'assign'
You can then check that the assignation is ok : deselect all, then click 'select' in the material panel





Now you simply need to create your material (click on 'new' as this new material slot is selected), mark seams, assign a texture, etc. The same way you probably have already done it for the dress




Note : an alternative is surely to separate the scalp part. If you prefer that :


In edit mode select the scalp (using the group)
Duplicate it Shift+D
Then separate it P then 'selection'


In that way, you can have the hair and the scalp skin also. But here your hair is very dense and the scalp skin is not visible, it seems... so this is as you whish.

Another point. You have a lot of subdivisions with the subsurface modifier. You may lower it a bit and use the 'smooth shading' on your mesh. You will save a lot of calculation time, specially during the rendering. But this advice is totally optional !